Stock price dynamics of China : what do the asset markets tell us about the Chinese utility function?
Yum K. Kwan and Jinyue Dong
| Year of publication: |
2014
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| Authors: | Kwan, Yum-keung ; Dong, Jinyue |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 50.2014, Suppl.3, p. 77-108
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| Subject: | collateral constraint | habit formation | housing-augmented consumption-based asset pricing | labor income and home production | recursive utility | stock returns | China | CAPM | Börsenkurs | Share price | Theorie | Theory | Privater Konsum | Private consumption | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Nutzenfunktion | Utility function | Nutzen | Utility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010465138